信用评分技术在商业银行的应用——基于对信贷可获性、不良贷款率和经营绩效的实证分析  

The Application of Credit Scoring Technology in Commercial Banks——An Empirical Analysis of Availability,Non-performing Loan Ratios and Performance

作　　者：程超[1] 赵春玲[2] 

机构地区：[1]南京农业大学金融学院,江苏南京210095 [2]南京财经大学经济学院,江苏南京210046

出　　处：《南京财经大学学报》2015年第1期41-48,共8页Journal of Nanjing University of Finance and Economics

摘　　要：本文采用Bankscope数据库64家小银行2003—2012年的面板数据,论证了信用评级技术对中小企业信贷可获性、中小企业不良贷款率和银行经营绩效的影响,以及该影响随时间如何变化。研究结果表明:(1)信用评分贷款技术对中小企业信贷可获性有显著的正向影响,且影响程度不随时间而变化;(2)信用评分技术对银行中小企业不良贷款率影响显著为负,但随着时间的推移,该效果减弱;(3)信用评分技术的采用在初期对银行利润有负向影响,随着时间的推移,其对银行利润的正向影响逐渐开始显现。Based on Bankscope database of 64 banks during the year from 2003 to 2012,this paper uses panel data model to analyse the impact of credit rating technology for the availability of SMEs financing,the ratio of non-performing loans and the performance of banks. The results show that：（ 1） the credit rating technology positively affects the availability of SMEs,and this kind of effect does not change with time;（ 2） the credit rating technology negatively affects non-performing loans of SMEs,and this kind of effect weakens with time;（ 3） the credit rating technology has the negative influence on bank profits in the early time,while with the lapse of time,its positive effect on bank profits gradually begins to show.

关 键 词：信用评分技术 中小企业信贷可获性 不良贷款率 经营绩效 Bankscope 

分 类 号：F832[经济管理—金融学]